for a subset of \(d\)  state variables
\((X_{\ell _k})\) —possibly up to a whitening transformation of the state
[1]}, [2]}.
In Section ,
we saw that (REF ) implies
that we can process each of the
\(d\)  scalar observations individually and
sequentially.
For the deterministic map filter, there is a strong incentive in processing
scalar observations one at a time, because we can avoid the explicit solution of a non-convex problem like
(REF ).
